+650.5%
GS vs ETN
+684.6%
-34.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.2% |
| 7D | +2.4% | +6.2% | -3.8% | -1.3% |
| 30D | -0.1% | -6.7% | +6.6% | +3.8% |
| 3M | +0.2% | +3.6% | -3.4% | -3.5% |
| 6M | +24.8% | +18.3% | +6.5% | +9.6% |
| YTD | +18.8% | +31.5% | -12.7% | -3.0% |
| 1Y | +37.3% | +20.6% | +16.8% | +17.3% |
| 3Y | +237.9% | +82.5% | +155.3% | +107.9% |
| 5Y | +187.0% | +177.8% | +9.3% | +27.7% |
| 10Y | +650.5% | +705.0% | -54.5% | +62.0% |
| All | +650.5% | +684.6% | -34.1% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ETN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling